INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 23/02/2018
ISIN XS1772364110
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 36 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 1.95% Quarterly (7.8% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
23/02/2024
